+117.1%
AMAT vs IWD
+70.2%
+46.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -9.1% |
| 7D | -24.3% | -0.9% | -23.4% | -22.9% |
| 30D | -39.8% | +2.6% | -42.4% | -42.3% |
| 3M | -40.2% | +1.2% | -41.4% | -41.6% |
| 6M | -22.1% | +12.1% | -34.2% | -35.7% |
| YTD | +24.7% | +24.1% | +0.5% | -12.2% |
| 1Y | +33.3% | +28.5% | +4.8% | -11.2% |
| 3Y | +133.9% | +79.5% | +54.4% | -9.6% |
| 5Y | +117.1% | +70.3% | +46.8% | -3.9% |
| All | +117.1% | +70.2% | +46.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling